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3 votes
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How can we solve this kind of saddle point problem?

I'm trying to solve a saddle point problem of the following form: Let $(E,\mathcal E,\lambda)$ be a measure space; $p$ be a probability density on $(E,\mathcal E,\lambda)$ and $\mu:=p\lambda$ $W$ be ...
0xbadf00d's user avatar
  • 167
2 votes
0 answers
57 views

Mappings that preserve local or global minimum

In the most general form, I'm interested in any non-trivial results of the following question. Consider metric space $X$ and $Y$, denote all real valued functions on $X$ and $Y$ as $\mathbb{R}^{X}$ ...
patchouli's user avatar
  • 275
2 votes
0 answers
131 views

Can we conclude $\sup_g\int f_1g\le\sup_g\int f_2g$ from $\int f_1\le\int f_2$ in this situation?

Disclaimer: Please bear with me, the question isn't as complicated as it looks like, but I wasn't able to find any simplification for which no counterexample comes to my find. Let $(E,\mathcal E,\...
0xbadf00d's user avatar
  • 167
0 votes
0 answers
39 views

Comonotone solution for Optimal Transport problems with supermodular surplus

In Alfred Galichon's book Optimal Transport Methods in Economics the foollowing result is stated for OT problems on the real line. Theorem 4.3.(i) Assume that $\Phi$ is supermodular. Then the primal ...
Francesco Bilotta's user avatar
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63 views

Existence of a measurable maximizer

Let $F$ be a continuous cdf with full support on $[0,1].$ Let $A$ be a compact subset of $\mathbb{R}$ and $\mathcal{M}$ be the set of measurable functions $\alpha:[0,1]\rightarrow A.$ Let $\bar \alpha ...
FeleMath's user avatar
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73 views

Computationally efficient solution for the measure of central tendency minimizing Lp loss for p > 1

We know that the measure of central tendency that minimizes the Lp loss is $\min_c \sum_{i=1}^n |x_i - c|^p$ For $p=1$ (L1 loss), this is the median. For $p=2$ (L2 loss), this is the mean. Both of ...
olivarb's user avatar
  • 109